Default risk and interest rate risk : the term structure of default spreads
Lars T. Nielsen, Jesús Saá-Requejo and Pedro Santa-Clara
| Year of publication: |
1993
|
|---|---|
| Authors: | Nielsen, Lars T. ; Saá-Requejo, Jesús ; Santa-Clara, Pedro |
| Publisher: |
Paris : INSEAD |
| Subject: | Zinsstruktur | Yield curve | Zinsrisiko | Interest rate risk | Kreditrisiko | Credit risk | Theorie | Theory | Risikoprämie | Risk premium | Risiko | Risk | Insolvenz | Insolvency |
| Extent: | 30, [11] Bl graph. Darst |
|---|---|
| Type of publication: | Book / Working Paper |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001723225